Which of the Following Is Not a Required Condition for the Error

question 27

Multiple Choice

Which of the following is not a required condition for the error variable $\varepsilon$ in the simple linear regression model?

• A)The probability distribution of \(\varepsilon\) is normal.
• B)The mean of the probability distribution of \(\varepsilon\) is zero.
• C)The standard deviation \(\sigma _ { \varepsilon }\) of \(\varepsilon\) is a constant, no matter what the value of x.
• D)The values of \(\varepsilon\) are auto correlated.